Using counterfactual simulations to assess the danger of contagion in interbank markets

Author(s)

• Upper, Christian
• Bank for International Settlements

Bibliographic Information

Using counterfactual simulations to assess the danger of contagion in interbank markets

by Christian Upper

（BIS working papers, no. 234）

Bank for International Settlements, c2007

• : print

Note

"Monetary and Economic Department"

"August 2007"

Includes bibliographical references (p. 16-18)

• NCID: BB14927685
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Basel
• Pages/Volumes: vii, 18 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BB09801553